+2.9%
APTV vs USFR
+27.5%
-24.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.0% | +3.0% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +2.0% | +0.3% | +1.7% | +1.9% |
| 3M | -34.2% | +1.0% | -35.2% | -34.5% |
| 6M | -34.7% | +1.9% | -36.6% | -35.2% |
| YTD | -37.0% | +2.6% | -39.6% | -37.6% |
| 1Y | -40.4% | +4.0% | -44.4% | -41.3% |
| 3Y | -54.1% | +14.1% | -68.2% | -56.5% |
| 5Y | -68.0% | +20.4% | -88.4% | -70.5% |
| 10Y | -15.5% | +28.0% | -43.5% | -24.5% |
| All | +2.9% | +27.5% | -24.7% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling